Exploring the state of a stochastic system via stochastic simulations: an interesting inversion problem and the health state function
type: Item
instance of: scholarly article
title: Exploring the state of a stochastic system via stochastic simulations: an interesting inversion problem and the health state function
zbMATH Open document ID: 1348.60103
author: Christos H. Skiadas
author: Charilaos Skiadas
published in: Methodology and Computing in Applied Probability
publication date: 2016-01-14T00:00:00Z
Mathematics Subject Classification ID: 60H35
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 60G40
Mathematics Subject Classification ID: 62L20
zbMATH DE Number: 6530296
zbMATH Keywords: stochastic modeling
zbMATH Keywords: stochastic differential equation
zbMATH Keywords: simulations
zbMATH Keywords: first exit time probability density function
zbMATH Keywords: hitting time model
zbMATH Keywords: health state function
zbMATH Keywords: inverse Gaussian
zbMATH Keywords: life table data
MaRDI profile type: Publication
full work available at URL: s11009-014-9410-y
OpenAlex ID: W1966872136
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DOI: 10.1007/S11009-014-9410-Y
description: scientific article; zbMATH DE number 6530296